I'm in Houston and don't run with one, nor have I had one on my previous car for the past 8 years. Never been bothered about it; I've even gotten a couple a speeding tickets and they didn't mention it. I'd rather pay the ticket, anyway, than drill my bumper. My FX had the holes drilled when I got it, since it had been at the dealership a while, but luckily, a truckload of fresh ones came in the same day (not in my config., though), so I just paid an hour's labor and they swapped it out for me.
I plan on moving to San Diego in a couple years and the meter maids there nail you for not having a front plate when parked, so I'm going to try to epoxy a few strong magnets behind that area of the bumper, then put adhesive felt on the backside of the front plate and just stick it on when I'm going to be parked in a public lot for a while.
Another option, though not as quick, is the bracket offered by strictlyZ.com that screws into the tow hook hole. Theirs was made for the Z and G as an alternative to drilling the bumper and I don't know if it's shaft is long enough to work on the FX. It's not quick release or anything, though.